Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 40,31% | 0,02 CHF | 0,03 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 29 824 CHF | 7 471 CHF | 99,27% | 99,27% |
14/08/2024 | 31,26% | 0,02 CHF | 0,03 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 41 465 CHF | 9 411 CHF | 99,27% | 99,27% |
13/08/2024 | 23,11% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 57 896 CHF | 12 149 CHF | 99,18% | 99,18% |
12/08/2024 | 18,94% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 72 195 CHF | 14 533 CHF | 99,27% | 99,27% |
09/08/2024 | 16,09% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 86 223 CHF | 16 871 CHF | 99,23% | 99,23% |
08/08/2024 | 11,69% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 266 270 | 250 000 | 101 549 CHF | 22 816 CHF | 99,27% | 99,27% |
07/08/2024 | 10,63% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 67 876 CHF | 25 125 CHF | 99,17% | 99,17% |
06/08/2024 | 7,80% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 621 CHF | 33 374 CHF | 98,72% | 98,72% |
02/08/2024 | 19,11% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 35 782 CHF | 14 427 CHF | 97,91% | 97,91% |
31/07/2024 | 32,24% | 0,02 CHF | 0,03 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 20 119 CHF | 9 206 CHF | 37,84% | 37,84% |